Question - Name.Name.com

I've seen websites that had a name BEFORE their domain name like so: Fristy.domainname.com
Now I have no clue how I would do this and no idea what the name for this is. So google didn't really help me out.

domain.tld is a domain name just like theadminzone.com. Theadminzone is the domain and tld is top level domein, like com, co.uk, nl, org, us and so on. everything before theadminzone is subdomain so in your example fristy is a subdomain. Normal userpanels like cpanel and plesk have this in their settings just look for subdomain or use google to find examples for your userpanel. You can even do something like http://i.drink.fristy.domain.tld you then have a subdomain in a subdomain in a subdomain. As long as you do need exceed the max char of the url system you can do anything.

I've seen websites that had a name BEFORE their domain name like so: Fristy.domainname.com
Now I have no clue how I would do this and no idea what the name for this is. So google didn't really help me out.

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You can access it as domainname.com/fristy as well.
When you see domainname.com/fristy, not sure that you can access it as fristy.domainname.com.

Fristy is a folder.
Make that folder in the user panel(such as cPanel) a subdomain and fristy will be accessible on both ways.